Smoothness Priors and Nonlinear Regression

DOI10.2307/2288407zbMath0548.62044OpenAlexW3123113741MaRDI QIDQ3339958

Robert J. Shiller

Publication date: 1984

Full work available at URL: http://www.nber.org/papers/t0025.pdf

zbMATH Keywords

polynomial interpolationdummy variablesspline smoothingSmoothness priorsdummy observationsmultiple nonlinear regression model

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Nonparametric estimation (62G05) General nonlinear regression (62J02) Numerical interpolation (65D05) Probabilistic methods, stochastic differential equations (65C99)

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